-0.1%
EQX vs OUST
-62.4%
+62.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.5% |
| 7D | -1.4% | +5.2% | -6.6% | -1.8% |
| 30D | +24.4% | -19.3% | +43.6% | +26.4% |
| 3M | +11.6% | -22.6% | +34.3% | +12.2% |
| 6M | -25.0% | +62.8% | -87.8% | -29.8% |
| YTD | -8.4% | +68.3% | -76.7% | -14.7% |
| 1Y | +43.4% | +28.5% | +14.9% | +34.7% |
| 3Y | +162.0% | +554.0% | -392.1% | +96.9% |
| 5Y | +70.1% | -56.2% | +126.4% | +43.1% |
| All | -0.1% | -62.4% | +62.4% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling